Because, Bretons are not showing even a liitle bit of regret over the banning of Talos worship. The Redguards had every reason to dispute the WGC, because the Imperial handed over half of their land. Besides I still see no evidnce in game that suggests Thalmors are demising anythingelse besides the fall of the empire and policing of Talos worship.
By this time High Rock must realize that the Dominion is out to conquer everyone, and they've had a close-up view of the Hammerfell occupation. If they're not alarmed, they're either pro-Alinor themselves (a possibility, I guess) or completely stupid. I think it more likely they're alarmed and would see the benefit to an alliance with other anti-Thalmor nations who aren't trying to rule them.